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CAPM
Volatility
41,011
Volatilität
40,741
Optionspreistheorie
14,821
Theorie
14,400
Option pricing theory
14,362
Theory
14,033
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5,593
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5,375
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5,280
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5,132
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5,073
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4,976
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4,923
Wechselkurs
4,707
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4,612
Prognoseverfahren
4,051
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3,998
Derivat
3,785
Derivative
3,775
Portfolio-Management
3,401
Portfolio selection
3,377
Zeitreihenanalyse
3,350
Time series analysis
3,268
Risk
3,176
Risiko
3,134
Aktienoption
2,796
volatility
2,657
Stock option
2,640
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23
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17
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16
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16
Lee, Cheng F.
15
Bansal, Ravi
14
Barro, Robert J.
14
Jacobs, Kris
13
Campbell, John Y.
12
Aït-Sahalia, Yacine
11
Engstrom, Eric
11
Guo, Hui
11
Ait-Sahalia, Yacine
10
Christoffersen, Peter F.
10
Blitz, David
9
Elliott, Robert J.
9
Escobar, Marcos
9
Giglio, Stefano
9
Kelly, Bryan T.
9
Kiku, Dana
9
Lo, Andrew W.
9
Macrina, Andrea
9
Rodríguez, Rosa
9
Todorov, Viktor
9
Zaremba, Adam
9
Adam, Klaus
8
Bali, Turan G.
8
Bollerslev, Tim
8
Chen, Andrew Y.
8
Feunou, Bruno
8
Li, Junye
8
Rubio, Gonzalo
8
Shaliastovich, Ivan
8
Yaron, Amir
8
Yogo, Motohiro
8
Dobrev, Dobrislav
7
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7
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7
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7
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Ekonomiska forskningsinstitutet <Stockholm>
2
American Finance Association
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Bank of Canada
1
Cambridge University Press
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Center for Economic Research <Minneapolis, Minn.>
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Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Committee on Finance, United States Senate
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Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Deutsche Vereinigung für Finanzanalyse und Anlageberatung
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
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1
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1
Trinity College Dublin / Department of Economics
1
Universität Mannheim
1
Université de Genève / Institut de hautes études internationales
1
Workshop on Mathematical Finance <2000, Konstanz>
1
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Journal of financial economics
52
Journal of banking & finance
41
NBER working paper series
39
International journal of theoretical and applied finance
37
Finance research letters
36
Working paper / National Bureau of Economic Research, Inc.
34
NBER Working Paper
31
Journal of empirical finance
29
Journal of econometrics
26
Journal of economic dynamics & control
26
Finance and stochastics
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
The journal of finance : the journal of the American Finance Association
23
The review of financial studies
23
International review of economics & finance : IREF
22
The journal of futures markets
21
International review of financial analysis
20
Quantitative finance
19
Journal of mathematical finance
18
Research paper series / Swiss Finance Institute
18
The European journal of finance
18
Annals of finance
16
Applied mathematical finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
Economic modelling
15
Economics letters
14
Journal of financial and quantitative analysis : JFQA
14
Working paper
14
Applied economics
13
Journal of risk and financial management : JRFM
13
International journal of financial engineering
12
Research in international business and finance
12
Review of derivatives research
12
Swiss Finance Institute Research Paper
12
Finance and economics discussion series
11
Pacific-Basin finance journal
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of financial markets
10
Journal of international financial markets, institutions & money
10
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ECONIS (ZBW)
2,495
EconStor
10
RePEc
10
OLC EcoSci
4
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1
Testing momentum effectfor the US market : from equity to option strategies
Siri, Julián R.
;
Serur, Juan A.
;
Dapena, José P.
-
2017
Conventional financial theory considers ex-ante that risk, generally measured by the
volatility
, has to be …
Persistent link: https://www.econbiz.de/10011757486
Saved in:
2
Learning and index option returns
Bernales, Alejandro
;
Cortazar, Gonzalo
;
Salamunic, Luka
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 327-339
Persistent link: https://www.econbiz.de/10012262478
Saved in:
3
Risk aversion, fanning preference and
volatility
smirk on S&P 500 index options
Chen, Jian
;
Ma, Chenghu
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3277-3292
Persistent link: https://www.econbiz.de/10011617231
Saved in:
4
Option implied beta and option return
Ze-To, Samuel Yau Man
- In:
Applied economics
50
(
2018
)
2
,
pp. 128-142
Persistent link: https://www.econbiz.de/10011845923
Saved in:
5
Options, futures & other derivatives
Hull, John
-
2000
-
4. ed., internat. ed.
Persistent link: https://www.econbiz.de/10001388329
Saved in:
6
A simple model to explain expensive index call options
Kang, Sang Baum
- In:
Theoretical economics letters
7
(
2017
)
3
,
pp. 316-323
Persistent link: https://www.econbiz.de/10011674111
Saved in:
7
The stochastic dominance violation of index call options in the presence of market makers
Kang, Sang Baum
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1614-1622
Persistent link: https://www.econbiz.de/10011888675
Saved in:
8
Probability weighting functions obtained from Hong Kong index option market
Wu, Xinyu
;
Xie, Haibin
;
Li, Xindan
- In:
Economic research
32
(
2019
)
1,2
,
pp. 1922-1943
Persistent link: https://www.econbiz.de/10012435281
Saved in:
9
Growth options, option exercise and firms' systematic risk
Koussis, Nicos
;
Makrominas, Michalis
- In:
Review of quantitative finance and accounting
44
(
2015
)
2
,
pp. 243-267
Persistent link: https://www.econbiz.de/10011327631
Saved in:
10
Isolating the disaster risk premium with equity options
Horvath, Jaroslav
- In:
Journal of empirical finance
51
(
2019
),
pp. 138-148
Persistent link: https://www.econbiz.de/10012170406
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